If it would void the warranty (don't know for sure) I'd wait. I don't think those headers are going to be an easy swap-out to do it every time you want to take it to the dealer. I've thought about that myself.
As far as 'future mods' you listed, have you seen this supercharger?
http://www.esstuning.com/default.asp...ubcat2=223&id=
Might do this myself once my warranty is up if I don't trade it for the anticipated 255 HP version X3 rumored to come out around 2007.